+300.7%
UEC vs VT
+374.2%
-73.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -6.9% | +0.4% | -7.4% | -7.5% |
| 30D | +7.6% | +1.0% | +6.7% | +6.4% |
| 3M | -18.4% | +2.4% | -20.8% | -19.8% |
| 6M | -23.3% | +12.0% | -35.3% | -32.8% |
| YTD | -1.2% | +15.3% | -16.5% | -16.4% |
| 1Y | +2.3% | +22.6% | -20.3% | -20.4% |
| 3Y | +162.3% | +74.7% | +87.6% | +25.4% |
| 5Y | +287.2% | +66.1% | +221.1% | +118.5% |
| 10Y | +1,009.6% | +225.0% | +784.6% | +203.6% |
| All | +300.7% | +374.2% | -73.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling